Atenor Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.86% (+4.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9393 | 7.07 | |
| 0.2608 | 11.07 | |
| 0.6787 | 27.48 | |
| 0.0243 | 6.88 | |
| -0.0391 | -7.14 | |
| 0.0411 | 7.52 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities